+375.1%
EBAY vs LVS
+65.2%
+309.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.8% |
| 7D | -3.0% | -2.7% | -0.3% | -2.5% |
| 30D | -3.6% | -4.7% | +1.1% | -2.8% |
| 3M | -4.4% | -15.6% | +11.1% | -1.7% |
| 6M | +12.1% | -18.6% | +30.7% | +15.7% |
| YTD | +19.9% | -32.3% | +52.2% | +27.4% |
| 1Y | +13.4% | -18.0% | +31.4% | +16.2% |
| 3Y | +150.5% | -5.8% | +156.3% | +147.1% |
| 5Y | +54.8% | +5.7% | +49.1% | +45.9% |
| 10Y | +268.1% | 0.0% | +268.0% | +234.3% |
| All | +375.1% | +65.2% | +309.9% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling